Index

A

add_message() (fastlob.result.result.ResultBuilder method) apply_snapshot() (fastlob.side.side.AskSide method) (fastlob.side.side.BidSide method) (fastlob.side.side.Side method) apply_updates() (fastlob.side.side.AskSide method) (fastlob.side.side.BidSide method) (fastlob.side.side.Side method)

ASK (fastlob.enums.enums.OrderSide attribute) AskOrder (class in fastlob.order.order) asks_volume() (fastlob.lob.orderbook.Orderbook method) AskSide (class in fastlob.side.side)

B

best() (fastlob.side.side.Side method) best_ask() (fastlob.lob.orderbook.Orderbook method) best_asks() (fastlob.lob.orderbook.Orderbook method) best_bid() (fastlob.lob.orderbook.Orderbook method) best_bids() (fastlob.lob.orderbook.Orderbook method)

best_limits() (fastlob.side.side.Side method) BID (fastlob.enums.enums.OrderSide attribute) BidOrder (class in fastlob.order.order) bids_volume() (fastlob.lob.orderbook.Orderbook method) BidSide (class in fastlob.side.side) build() (fastlob.result.result.ResultBuilder method)

C

CANCEL (fastlob.enums.enums.ResultType attribute) cancel() (fastlob.lob.orderbook.Orderbook method) cancel_order() (fastlob.limit.limit.Limit method) (fastlob.side.side.Side method) CANCELED (fastlob.enums.enums.OrderStatus attribute)

check_args() (fastlob.order.params.OrderParams static method) check_limit_order() (in module fastlob.lob.utils) check_market_order() (fastlob.side.side.Side method) check_snapshot_pair() (in module fastlob.side.utils) check_update_pair() (in module fastlob.side.utils) CREATED (fastlob.enums.enums.OrderStatus attribute)

D

deepempty() (fastlob.limit.limit.Limit method)

delete_fakeorder() (fastlob.limit.limit.Limit method) (fastlob.side.side.Side method)

E

empty() (fastlob.limit.limit.Limit method) (fastlob.side.side.Side method) enqueue() (fastlob.limit.limit.Limit method) ERROR (fastlob.enums.enums.OrderStatus attribute) (fastlob.enums.enums.ResultType attribute)

execprices() (fastlob.result.result.ExecutionResult method) execute() (in module fastlob.engine.engine) ExecutionResult (class in fastlob.result.result) expiry (fastlob.order.params.OrderParams attribute) expiry() (fastlob.order.order.Order method)

F

FAKE (fastlob.enums.enums.OrderType attribute) fakeorder_exists() (fastlob.limit.limit.Limit method) fastlob.consts module fastlob.consts.consts module fastlob.engine module fastlob.engine.engine module fastlob.enums module fastlob.enums.enums module fastlob.limit module fastlob.limit.limit module fastlob.lob module fastlob.lob.orderbook module fastlob.lob.utils module fastlob.order module

fastlob.order.order module fastlob.order.params module fastlob.result module fastlob.result.result module fastlob.side module fastlob.side.side module fastlob.side.utils module fastlob.utils module fastlob.utils.utils module fill() (fastlob.order.order.Order method) fill_all() (fastlob.limit.limit.Limit method) fill_last_order() (in module fastlob.engine.engine) fill_next() (fastlob.limit.limit.Limit method) fill_whole_limits() (in module fastlob.engine.engine) fill_whole_orders() (in module fastlob.engine.engine) FILLED (fastlob.enums.enums.OrderStatus attribute) FOK (fastlob.enums.enums.OrderType attribute) from_snapshot() (fastlob.lob.orderbook.Orderbook static method)

G

get_limit() (fastlob.side.side.Side method) get_status() (fastlob.lob.orderbook.Orderbook method)

GTC (fastlob.enums.enums.OrderType attribute) GTD (fastlob.enums.enums.OrderType attribute)

I

id() (fastlob.order.order.Order method) imbalance() (fastlob.lob.orderbook.Orderbook method) immediately_matched() (fastlob.side.side.AskSide method) (fastlob.side.side.BidSide method) (fastlob.side.side.Side method) in_limit() (fastlob.enums.enums.ResultType method)

inc_execprices() (fastlob.result.result.ResultBuilder method) inc_orders_matched() (fastlob.result.result.ResultBuilder method) invert() (fastlob.enums.enums.OrderSide static method) is_market() (fastlob.side.side.AskSide method) (fastlob.side.side.BidSide method) (fastlob.side.side.Side method)

K

kind() (fastlob.result.result.ExecutionResult method)

L

Limit (class in fastlob.limit.limit) LIMIT (fastlob.enums.enums.ResultType attribute)

limits() (fastlob.side.side.Side method) load_updates() (fastlob.lob.orderbook.Orderbook method) lock() (fastlob.side.side.Side method)

M

MARKET (fastlob.enums.enums.ResultType attribute) market_to_partial() (fastlob.result.result.ResultBuilder static method) messages() (fastlob.result.result.ExecutionResult method) midprice() (fastlob.lob.orderbook.Orderbook method) mk_oop_msg() (in module fastlob.engine.engine) module fastlob.consts fastlob.consts.consts fastlob.engine fastlob.engine.engine fastlob.enums fastlob.enums.enums fastlob.limit fastlob.limit.limit fastlob.lob fastlob.lob.orderbook fastlob.lob.utils fastlob.order fastlob.order.order fastlob.order.params fastlob.result fastlob.result.result fastlob.side fastlob.side.side fastlob.side.utils fastlob.utils fastlob.utils.utils

N

n_asks() (fastlob.lob.orderbook.Orderbook method) n_bids() (fastlob.lob.orderbook.Orderbook method) n_orders_matched() (fastlob.result.result.ExecutionResult method) n_prices() (fastlob.lob.orderbook.Orderbook method) new_cancel() (fastlob.result.result.ResultBuilder static method)

new_error() (fastlob.result.result.ResultBuilder static method) new_limit() (fastlob.result.result.ResultBuilder static method) new_market() (fastlob.result.result.ResultBuilder static method) next_order() (fastlob.limit.limit.Limit method) not_running_error() (in module fastlob.lob.utils) notional() (fastlob.limit.limit.Limit method)

O

oop() (in module fastlob.engine.engine) Order (class in fastlob.order.order) Orderbook (class in fastlob.lob.orderbook) orderid() (fastlob.result.result.ExecutionResult method) OrderParams (class in fastlob.order.params)

OrderSide (class in fastlob.enums.enums) OrderStatus (class in fastlob.enums.enums) OrderType (class in fastlob.enums.enums) otype (fastlob.order.params.OrderParams attribute) otype() (fastlob.order.order.Order method)

P

PARTIAL (fastlob.enums.enums.OrderStatus attribute) PARTIAL_MARKET (fastlob.enums.enums.ResultType attribute) PENDING (fastlob.enums.enums.OrderStatus attribute) place() (fastlob.side.side.Side method) place_fakeorder() (fastlob.side.side.Side method) pop_limit() (fastlob.side.side.Side method)

pop_next_order() (fastlob.limit.limit.Limit method) price (fastlob.order.params.OrderParams attribute) price() (fastlob.limit.limit.Limit method) (fastlob.order.order.Order method) process() (fastlob.lob.orderbook.Orderbook method) process_many() (fastlob.lob.orderbook.Orderbook method)

Q

quantity (fastlob.order.params.OrderParams attribute)

quantity() (fastlob.order.order.Order method)

R

real_orders() (fastlob.limit.limit.Limit method) render() (fastlob.lob.orderbook.Orderbook method) reset() (fastlob.lob.orderbook.Orderbook method)

ResultBuilder (class in fastlob.result.result) ResultType (class in fastlob.enums.enums) running_time() (fastlob.lob.orderbook.Orderbook method)

S

set_fakeorder() (fastlob.limit.limit.Limit method) set_status() (fastlob.order.order.Order method) set_success() (fastlob.result.result.ResultBuilder method) Side (class in fastlob.side.side) side (fastlob.order.params.OrderParams attribute) side() (fastlob.order.order.Order method) (fastlob.side.side.Side method)

size() (fastlob.side.side.Side method) spread() (fastlob.lob.orderbook.Orderbook method) start() (fastlob.lob.orderbook.Orderbook method) status() (fastlob.order.order.Order method) step() (fastlob.lob.orderbook.Orderbook method) stop() (fastlob.lob.orderbook.Orderbook method) success() (fastlob.result.result.ExecutionResult method) (fastlob.result.result.ResultBuilder method)

T

time_asint() (in module fastlob.utils.utils) todecimal_pair() (in module fastlob.side.utils)

todecimal_price() (in module fastlob.utils.utils) todecimal_quantity() (in module fastlob.utils.utils) total_volume() (fastlob.lob.orderbook.Orderbook method)

U

unwrap() (fastlob.order.params.OrderParams method)

update_volume() (fastlob.side.side.Side method)

V

valid() (fastlob.order.order.Order method) valid_orders() (fastlob.limit.limit.Limit method) valid_states() (fastlob.enums.enums.OrderStatus static method) view() (fastlob.limit.limit.Limit method) (fastlob.lob.orderbook.Orderbook method) (fastlob.side.side.AskSide method) (fastlob.side.side.BidSide method) (fastlob.side.side.Side method)

volume() (fastlob.limit.limit.Limit method) (fastlob.side.side.Side method)

W

weighted_midprice() (fastlob.lob.orderbook.Orderbook method)

Z

zero() (in module fastlob.utils.utils)